+277.8%
PSX vs COO
-41.6%
+319.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -13.1% | +4.7% | -17.8% | -13.8% |
| 30D | -9.5% | +13.9% | -23.4% | -11.5% |
| 3M | +20.2% | -14.9% | +35.1% | +23.2% |
| 6M | +44.9% | +2.0% | +42.9% | +43.1% |
| YTD | +94.4% | -23.9% | +118.3% | +103.4% |
| 1Y | +83.1% | -9.6% | +92.7% | +84.5% |
| 3Y | +132.2% | -25.4% | +157.6% | +137.6% |
| All | +277.8% | -41.6% | +319.4% | +294.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling